Please use this identifier to cite or link to this item: http://hdl.handle.net/2381/20620
Title: The eigenfunction expansion method in multi-factor quadratic term structure models
Authors: Boyarchenko, N
Levendorskiǐ, S
Levendorskiǐ, S
First Published: Oct-2007
Citation: MATHEMATICAL FINANCE, 2007, 17 (4), pp. 503-539
DOI Link: 10.1111/j.1467-9965.2007.00314.x
ISSN: 0960-1627
eISSN: 1467-9965
Links: http://hdl.handle.net/2381/20620
Type: Journal Article
Appears in Collections:Published Articles, Dept. of Mathematics

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